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Spirit AeroSystems options imply 4.5% move in share price post-earnings

Spirit AeroSystems options imply 4.5% move in share price post-earnings

Pre-earnings options volume in Spirit AeroSystems is 1.2x normal with puts leading calls 5:2. Implied volatility suggests the market is anticipating a move near 4.5%, or $1.53, after results are released. Median move over the past eight quarters is 7.7%.

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